Trading Metrics calculated at close of trading on 28-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2012 |
28-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
12,388 |
12,328 |
-60 |
-0.5% |
12,752 |
High |
12,484 |
12,457 |
-27 |
-0.2% |
12,752 |
Low |
12,388 |
12,323 |
-65 |
-0.5% |
12,433 |
Close |
12,484 |
12,457 |
-27 |
-0.2% |
12,499 |
Range |
96 |
134 |
38 |
39.6% |
319 |
ATR |
126 |
128 |
3 |
2.0% |
0 |
Volume |
2 |
3 |
1 |
50.0% |
41 |
|
Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,814 |
12,770 |
12,531 |
|
R3 |
12,680 |
12,636 |
12,494 |
|
R2 |
12,546 |
12,546 |
12,482 |
|
R1 |
12,502 |
12,502 |
12,469 |
12,524 |
PP |
12,412 |
12,412 |
12,412 |
12,424 |
S1 |
12,368 |
12,368 |
12,445 |
12,390 |
S2 |
12,278 |
12,278 |
12,433 |
|
S3 |
12,144 |
12,234 |
12,420 |
|
S4 |
12,010 |
12,100 |
12,383 |
|
|
Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,518 |
13,328 |
12,675 |
|
R3 |
13,199 |
13,009 |
12,587 |
|
R2 |
12,880 |
12,880 |
12,558 |
|
R1 |
12,690 |
12,690 |
12,528 |
12,626 |
PP |
12,561 |
12,561 |
12,561 |
12,529 |
S1 |
12,371 |
12,371 |
12,470 |
12,307 |
S2 |
12,242 |
12,242 |
12,441 |
|
S3 |
11,923 |
12,052 |
12,411 |
|
S4 |
11,604 |
11,733 |
12,324 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,499 |
12,323 |
176 |
1.4% |
53 |
0.4% |
76% |
False |
True |
1 |
10 |
12,752 |
12,323 |
429 |
3.4% |
81 |
0.6% |
31% |
False |
True |
4 |
20 |
12,752 |
11,913 |
839 |
6.7% |
68 |
0.5% |
65% |
False |
False |
3 |
40 |
12,998 |
11,913 |
1,085 |
8.7% |
64 |
0.5% |
50% |
False |
False |
3 |
60 |
13,108 |
11,913 |
1,195 |
9.6% |
51 |
0.4% |
46% |
False |
False |
3 |
80 |
13,109 |
11,913 |
1,196 |
9.6% |
43 |
0.3% |
45% |
False |
False |
5 |
100 |
13,109 |
11,913 |
1,196 |
9.6% |
39 |
0.3% |
45% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,027 |
2.618 |
12,808 |
1.618 |
12,674 |
1.000 |
12,591 |
0.618 |
12,540 |
HIGH |
12,457 |
0.618 |
12,406 |
0.500 |
12,390 |
0.382 |
12,374 |
LOW |
12,323 |
0.618 |
12,240 |
1.000 |
12,189 |
1.618 |
12,106 |
2.618 |
11,972 |
4.250 |
11,754 |
|
|
Fisher Pivots for day following 28-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
12,435 |
12,439 |
PP |
12,412 |
12,421 |
S1 |
12,390 |
12,404 |
|